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STRUCTURAL RELIABILITY
Module # 03 Lecture 5
Course Format: Web

Instructor: Dr. Arunasis Chakraborty Department of Civil Engineering Indian Institute of Technology Guwahati

5. Lecture 05: FORM Examples

Ex # 01. A steel cantilever beam of a rectangular cross section subjected to point load at its free end is considered. The limit state of section failure at the fixed end is defined by equation below = 1 2 3 where 1 , 2 , 3 and are representing yield strength, section modulus, point load and length of the beam, respectively. Out of all design variables, 1 , 2 and 3 are random variables whereas is deterministic and equal to 2 m. Three cases are considered where random variables are either following normal or lognormal distribution. The statistical properties are given as Random Variable () 1 (kN/m2) 2 (m3) 3 (kN) 2.5 105 1.2 103 100 2.5 104 6 105 15

S. No. 1 2 3 Solu.

Case 1: All random variables are following normal distribution Transforming the original function into standard normal space, individual transformation of random variables as shown below 1 = 1 + 1 1 2 = 2 + 2 2 3 = 3 + 3 3 are substituted in the original equation. This in turn modifies the limit state function as Course Instructor: Dr. Arunasis Chakraborty 1

Lecture 05: FORM Examples = 1 + 1 1 2 + 2 2 3 + 3 3 = 2 1 1 + 1 2 2 + 1 2 1 2 3 3 + 1 2 + 3 Equating the above expression to zero, substituting the direction cosines and , one can get () = 2 1 1 + 1 2 2 + 1 2 1 2 2 3 3 + 1 2 + 3 = 0 Now, iteratively solve the above polynomial equation for unknown . Considering stopping criteria as +1 , where is allowable error (taken as 0.001). The intermediate iteration calculation values are shown in the table below Iteration Elements 1 1 2 3 1 2 3 1 2 3 0 0.5774 0.5774 0.5774 0 0 0 2.5 105 1.2 103 100 2 2.2601 0.6667 0.3333 0.6667 1.5067 0.7534 1.5067 2.1233 103 1.1548 103 122.60 3 2.2576 0.6631 0.2926 0.6890 1.4969 0.6606 1.5555 2.1258 103 1.1604 103 123.33 4 2.2576 0.6648 0.2923 0.6875 1.5008 0.6599 1.5521 2.1248 103 1.1604 103 123.28

Results from 4th iteration gives = 2.2576 and now, is calculated as 2.2576 = 1.1984 102 . Case 2: is following lognormal distribution and rest are following normal distribution In case of non-normal distributed random variables, transformation of the original function into standard normal space is done by equivalent normal mean and standard deviation, as specified in the algorithm for non-normal variables. Now, the individual transformation of random variables can be shown as per Ex # 01 in Lecture 04. 1 = 1 + 1 1 Course Instructor: Dr. Arunasis Chakraborty 2

Lecture 05: FORM Examples 2 = 2 + 2 2 3 = 3 + 3 3 where, 2 and 2 are equivalent mean and standard deviation for random variable 2 . After substituting these transformation, direction cosines and in to the original limit state function, one gets = 1 + 1 1 2 + 2 2 3 + 3 3

= 2 1 1 + 1 2 2 + 1 2 1 2 2 3 3 + 1 2 + 3 = 0 Before going to iterations, one must evaluate the parameters of non-normal random variables. In this case, parameters of lognormal distributed random variable 3 are evaluated from a set of equations. Once the equivalent parameters are evaluated one can resume the iteration procedure. As note, one should remember to evaluate the equivalent parameters at each iteration step. Finally, the polynomial equation is iteratively solved for with stopping criteria same as the previous case. The intermediate iteration calculation values are shown in the table below Iteration Elements 1 1 2 3 2 2 1 2 3 1 2 3 0 0.5774 0.5774 0.5774 1.1985 5.9963 105 0 0 0 2.5 105 1.2 103 100 2 2.2529 0.6663 0.3333 0.6671 1.1977 5.7711 105 1.5010 0.7510 1.5028 2.1248 105 1.1549 103 122.54 3 2.2537 0.6650 0.2826 0.6913 1.1979 5.8053 105 1.4987 0.6368 1.5580 2.1253 105 1.1618 103 123.37

Course Instructor: Dr. Arunasis Chakraborty 3

Lecture 05: FORM Examples Results converges at 3rd iteration giving = 2.2537 and now, is calculated as 2.2537 = 1.2107 102 . Case 3: is following lognormal distribution and rest are following normal distribution For brevity, direct calculations of each iterations are shown for this case Iteration Elements 1 1 2 3 3 3 1 2 3 1 2 3 0 0.5774 0.5774 0.5774 98.887 14.917 0 0 0 2.5 105 1.2 103 100 2 2.3174 0.6683 0.3342 0.6646 96.147 18.363 1.5487 7.7436 1.5401 2.1128 1.1535 123.10 3 2.1904 0.5960 0.2620 0.7590 95.731 18.637 1.3055 5.7388 1.6625 2.1736 1.1656 1.2494 4 2.1887 5.9375 2.6575 7.5950 95.732 18.636 1.2996 5.8164 1.6623 2.1751 1.1651 1.2493

Results converges at 4th iteration giving = 2.1887 and now, is calculated as 2.1887 = 1.4308 102 .

Ex # 02. In addition of previous example another point load 4 at mid span is considered. The new limit state of failure for maximum deflection at the fixed end is defined by equation below = 1 2 3 0.54 where notations follow same meaning as in Ex # 01. Additionally, correlated random variables 3 and 4 has correlation coefficient 0.6. The statistical properties are given as

Course Instructor: Dr. Arunasis Chakraborty 4

Lecture 05: FORM Examples S. No. 1 2

3

Random Variable () 1 (kN/m2) 2 (m3) 3 (kN) 4 (kN)

2.5 105 1.2 103 60 70

2.5 104 6 105 9 10.5

Distribution Normal Normal Normal Normal

4 Solu.

The Covariance matrix is evaluated as 2.5 104 0 0 0

2

0 6 105 0 0

0 0 0 0 2 0.6 9 10.5 9 10.5 2 0.6 9 10.5 0 0 0 0 81 56.7 56.7 110.25

6.25 108 0 = 0 0

0 3.6 109 0 0

Now, eigen value problem is solved for finding the orthogonal transformation matrix. Following are the steps for finding the matrix. 6.25 108 0 0 0 0 3.6 109 0 0 0 0 81 56.7 0 0 =0 56.7 110.25

The roots of the above expression are = 3.6 109 , 37.069, 154.18, 6.25 108 and the transformation matrix is 1 = 0 0 0 0 1 0 0 0 0 0.7905 0.6125 0 0 0.6125 0.7905

Where every column vector is normalized eigen vector. Now, uncoupled random variables are evaluated as per Eq. 3.4.1. and substituted to limit state in place of original random variables with corresponding mean and standard deviation (shown in table below)

Course Instructor: Dr. Arunasis Chakraborty 5

Lecture 05: FORM Examples Uncoupled Random Variable () (kN/m2) (m3) (kN) (kN) 2.5 105 1.2 103 4.5568 92.0830 2.5 104 6 105 6.0884 12.417

The intermediate iteration calculation values are shown in the table below Iteration Elements 1 1 2 3 4 1 2 3 4 1 2 3 4 1 2 3 4 0 0.5 0.5 0.5 0.5 0 0 0 0 2.5 105 1.2 103 4.5568 92.0830 2 2.6664 0.7099 0.3549 0.1395 0.5922 1.8928 0.9464 0.3720 1.5789 2.0268 105 1.1432 103 6.8219 111.69 3 2.6615 0.7088 0.3016 0.1463 0.6207 1.8865 0.8027 0.3892 1.6519 2.0284 105 1.1518 103 6.9266 112.59 4 2.6615 0.7114 0.3007 0.1457 0.6183 1.8934 0.8002 0.3877 1.6455 2.0266 105 1.1520 103 6.9175 112.52 2.0266 105 1.1520 103 74.380 84.706

Results converges at 4th iteration giving = 2.6615 and now, is calculated as 2.6615 = 3.8898 103 . Course Instructor: Dr. Arunasis Chakraborty 6